Is it actually broadcasting after you switch to STA mode, or do you just see it in "available networks" lists on other devices? If the latter, those usually have a cache and keep displaying a network after the last received advertisement.

You may want to use pycom.wifi_on_boot(false);. This way the firmware won't configure Wi-Fi as an AP before you switch to STA. Note that you will probably need to start Server yourself if you need it.